-18.9%
EXE vs SM
+70.4%
-89.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -15.3% | +12.4% | +0.9% |
| 7D | -4.7% | -21.5% | +16.8% | +0.9% |
| 30D | +1.0% | -11.4% | +12.4% | +3.5% |
| 3M | -5.6% | +0.6% | -6.2% | -6.6% |
| 6M | -12.3% | +0.2% | -12.6% | -13.7% |
| YTD | -19.5% | +69.7% | -89.2% | -31.7% |
| 1Y | -18.9% | +71.6% | -90.4% | -31.3% |
| All | -18.9% | +70.4% | -89.3% | -31.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded SM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling